---
title: Asian Stock Exchange Volatility Analysis
url: https://www.ml-quant.com/papers/repec/eme-jcefts-jcefts-01-2024-0009/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: RePEc:eme:jcefts:jcefts-01-2024-0009
source_url: https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fwww.emerald.com%2Finsight%2Fcontent%2Fdoi%2F10.1108%2FJCEFTS-01-2024-0009%2Ffull%2Fhtml%3Futm_source%3Drepec%26utm_medium%3Dfeed%26utm_campaign%3Drepec%3Bh%3Drepec%3Aeme%3Ajcefts%3Ajcefts-01-2024-0009
featured: 2024-07-03
citations: unknown
topic: Derivatives & Volatility
---


# Asian Stock Exchange Volatility Analysis

The research shows volatility clustering in the return series of crude oil, Bitcoin, and selected Asian stock exchanges, with varying degrees of short and long-term volatility spillover.

- Source: https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fwww.emerald.com%2Finsight%2Fcontent%2Fdoi%2F10.1108%2FJCEFTS-01-2024-0009%2Ffull%2Fhtml%3Futm_source%3Drepec%26utm_medium%3Dfeed%26utm_campaign%3Drepec%3Bh%3Drepec%3Aeme%3Ajcefts%3Ajcefts-01-2024-0009
- Identifier: RePEc:eme:jcefts:jcefts-01-2024-0009
- Released: 2024-07-03
- First featured: Quant Letter No. 55 (2024-07-03): https://www.ml-quant.com/issues/2024-07-03/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Derivatives & Volatility

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